+11.4%
PFE vs DOCN
+70.4%
-59.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.9% | +12.9% | -2.5% |
| 7D | -0.2% | -29.3% | +29.0% | +0.7% |
| 30D | +8.7% | -46.0% | +54.7% | +10.5% |
| 3M | +15.8% | -43.2% | +59.0% | +17.3% |
| 6M | +16.8% | -53.7% | +70.6% | +19.0% |
| YTD | +26.2% | +46.9% | -20.7% | +21.1% |
| 1Y | +29.9% | +54.3% | -24.4% | +24.4% |
| 3Y | +15.9% | +185.5% | -169.6% | +7.4% |
| 5Y | -20.6% | -31.1% | +10.5% | -28.1% |
| All | +11.4% | +70.4% | -59.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling